C030.DE vs. ^GDAXI
C030.DE (Amundi DJ Switzerland Titans 30 UCITS ETF Dist) is Europe Equities fund tracking the Dow Jones Switzerland Titans 30, while ^GDAXI (DAX Performance Index) is an index. Over the past 10 years, C030.DE returned 10.19%/yr vs 9.44%/yr for ^GDAXI. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
C030.DE vs. ^GDAXI - Performance Comparison
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Returns By Period
In the year-to-date period, C030.DE achieves a 4.27% return, which is significantly higher than ^GDAXI's 1.86% return. Over the past 10 years, C030.DE has outperformed ^GDAXI with an annualized return of 10.19%, while ^GDAXI has yielded a comparatively lower 9.44% annualized return.
C030.DE
- 1D
- 0.98%
- 1M
- 2.51%
- YTD
- 4.27%
- 6M
- 7.62%
- 1Y
- 13.61%
- 3Y*
- 11.39%
- 5Y*
- 9.29%
- 10Y*
- 10.19%
^GDAXI
- 1D
- 0.60%
- 1M
- 2.23%
- YTD
- 1.86%
- 6M
- 4.45%
- 1Y
- 2.75%
- 3Y*
- 16.04%
- 5Y*
- 9.71%
- 10Y*
- 9.44%
C030.DE vs. ^GDAXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C030.DE Amundi DJ Switzerland Titans 30 UCITS ETF Dist | 4.27% | 18.43% | 7.60% | 16.13% | -13.47% | 31.43% | 4.07% | 33.96% | -8.34% | 9.75% |
^GDAXI DAX Performance Index | 1.86% | 23.01% | 18.85% | 20.31% | -12.35% | 15.79% | 3.55% | 25.48% | -18.26% | 12.51% |
Correlation
The correlation between C030.DE and ^GDAXI is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2008 | 0.61 |
The correlation between C030.DE and ^GDAXI has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
C030.DE vs. ^GDAXI — Risk / Return Rank
C030.DE
^GDAXI
C030.DE vs. ^GDAXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) and DAX Performance Index (^GDAXI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.04 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.22 | +0.97 |
| Martin ratioReturn relative to average drawdown | 4.12 | 0.70 | +3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.17 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.56 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.51 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.42 | +0.37 |
Drawdowns
C030.DE vs. ^GDAXI - Drawdown Comparison
The maximum C030.DE drawdown since its inception was -29.54%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for C030.DE and ^GDAXI.
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Drawdown Indicators
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -72.68% | +43.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.32% | -12.27% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -16.01% | -0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -26.40% | +7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -29.54% | -38.78% | +9.24% |
Current DrawdownCurrent decline from peak | -2.40% | -1.87% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -14.71% | +9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.92% | -0.62% |
Volatility
C030.DE vs. ^GDAXI - Volatility Comparison
The current volatility for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) is 4.16%, while DAX Performance Index (^GDAXI) has a volatility of 5.14%. This indicates that C030.DE experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C030.DE | ^GDAXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 5.14% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 12.92% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 15.99% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 17.03% | -2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 18.35% | -2.36% |
Frequently Asked Questions
C030.DE and ^GDAXI have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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